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Try to reset you mobo, you do this by taking a pin out of the mobo, ussualy somewhere near the battery. If this doesn;t help, then try to take of the battery and disconct the power supply. Leave it like this for like 1.5 min and then run the coputer.

Your board has two jumpers for the BIOS clear function. CLR01 and CLR02 and they are right next to the battery. You also have to set the front side bus manually as well as the cpu clock with two different sets of jumpers. Go to www.asrock.com. click on download and then click on manual. scroll down until you see the amd chipsets and you will see your board designator. download the PDF file for your manual and double check all the settings on the mobo. Just in case make sure your power supply is set for 110/120 versus 220/240.

Once you have tried the board CMOS reset,if that doesnt work I would be taking the system back to where you bought it from for a warranty exchange.
"When booted, it doesn't beep, nothing shows on the screen, and the keyboard doesn't light. The CD-ROM I installed powers, and so does the HD"
This sounds very much like a dead mobo.

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If you are experiencing a blank screen with no beeps (to designate any memory implace or any PCI card short) and no key hardware verification and all other hardware (i.e. CD-ROM and HD spinning) are looking OK, you may experience the inability of the MB to communicate with the CPU in general (i.e. CPU not in place or overheat, instruction set preloader is not accessing due to PROM software issues or even CPU not adjustable to that MB). Try to adjust the CPU and see whether you get any reaction...